+20.0%
ON vs VIG
+64.4%
-44.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +3.5% | +8.8% | +4.6% |
| 30D | -3.1% | +4.9% | -8.1% | -12.2% |
| 3M | -12.9% | +2.5% | -15.4% | -16.9% |
| 6M | -38.6% | +11.0% | -49.6% | -50.3% |
| YTD | +31.2% | +16.0% | +15.3% | -2.4% |
| 1Y | +47.6% | +17.5% | +30.1% | +7.0% |
| 3Y | +6.6% | +67.0% | -60.4% | -60.9% |
| All | +20.0% | +64.4% | -44.4% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling